+38.8%
AXON vs STZ
-34.1%
+72.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -27.4% | +5.3% | -32.7% | -27.3% |
| 30D | -28.5% | +19.6% | -48.1% | -28.1% |
| 3M | -49.3% | +10.0% | -59.2% | -49.2% |
| 6M | -25.0% | -0.3% | -24.8% | -25.3% |
| YTD | -46.7% | +8.6% | -55.3% | -47.3% |
| 1Y | -48.3% | +16.6% | -64.8% | -48.9% |
| 3Y | +38.8% | -34.8% | +73.6% | +40.1% |
| All | +38.8% | -34.1% | +72.9% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling